Dr William Berry
Dr Diemo Dietrich
Professor Robert Sollis
| Financial stress and forecasting UK equity risk premiums | 2022 |
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Professor Robert Sollis
| Testing for co-explosive behaviour in financial time series | 2022 |
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Professor Robert Sollis
| Real‐time detection of regimes of predictability in the US equity premium | 2020 |
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Professor Robert Sollis
| Real-time monitoring for explosive financial bubbles | 2018 |
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Professor Robert Sollis
| Improving the accuracy of asset price bubble start and end date estimators | 2017 |
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Professor Robert Sollis
| Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null | 2016 |
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Professor Robert Sollis
| Tests for explosive financial bubbles in the presence of non-stationary volatility | 2016 |
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Professor Robert Sollis
| Recursive right-tailed unit root tests for an explosive asset price bubble | 2015 |
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Turki Abalala
Professor Robert Sollis
| The Saturday effect: an interesting anomaly in the Saudi stock market | 2015 |
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Professor Robert Sollis
| Empirical Finance for Finance and Banking (Authorized Chinese translation) | 2014 |
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Professor Robert Sollis
| Empirical Finance for Finance and Banking | 2012 |
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Professor Robert Sollis
| Spurious Regression: A Higher-Order Problem | 2011 |
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Professor Robert Sollis
| Testing the unit root hypothesis against TAR nonlinearity with STAR-based tests | 2011 |
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Professor Robert Sollis
| A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries | 2009 |
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Professor Robert Sollis
| Value at Risk: A Critical Overview | 2009 |
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Professor Robert Sollis
| U.S. dollar real exchange rates: nonlinearity revisited | 2008 |
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Professor Robert Sollis
| Tests for asymmetric threshold cointegration with an application to the term structure | 2007 |
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Professor Robert Sollis
| Testing for bubbles: an application of tests for change in persistence | 2006 |
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Professor Robert Sollis
| The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration | 2006 |
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Professor Robert Sollis
| Evidence on purchasing power parity from univariate models: The case of smooth transition trend-stationary | 2005 |
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Professor Robert Sollis
| Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing | 2005 |
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Professor Robert Sollis
| A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures | 2004 |
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Professor Robert Sollis
| Asymmetric adjustment and smooth transitions: a combination of some unit root tests | 2004 |
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Professor Richard Harris
Professor Robert Sollis
| Applied Time Series Modelling and Forecasting | 2003 |
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Professor Robert Sollis
| Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity | 2003 |
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Professor Robert Sollis
| Purchasing power parity over two centuries? A recursive perspective | 2003 |
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Professor Robert Sollis
| A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures | 2002 |
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Professor Robert Sollis
| Asymmetric adjustment and smooth transitions: a combination of unit root tests | 2002 |
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Professor Robert Sollis
| Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates | 2002 |
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Professor Robert Sollis
| U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks | 2001 |
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Professor Robert Sollis
| US and UK inflation: evidence on structural change in the order of integration | 2001 |
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Professor Robert Sollis
| US and UK interest rates 1890-1934: new evidence on structural breaks | 2001 |
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Professor Robert Sollis
| Stochastic unit roots modelling of stock market indices | 2000 |
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